If you need remote desktop, I suggest VNC. It can be read about and downloaded from realvnc.com
. You will have to install and configure it on the server, and then you get the client from the same website, which will go on your Windows box. You'll find mucho info about how to configure it on their site, as well as google and this site.
I would also in general say about servers that they shouldn't run Xwindows. If this is a development server that only you access, then you probably won't overwork it by forcing a graphical desktop, but many production servers don't use X at all. If you build or configure the server that way, then you can allow ssh access. That is much simpler to setup, and will also require a client on the windows side, but it is more secure. The issue you may have with it is that it is a terminal only, all text and no GUI. You can also allow ssh access on a server with x, but you'll only get the terminal window.